Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 18-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
112.21 |
112.65 |
0.44 |
0.4% |
112.82 |
High |
112.58 |
113.08 |
0.50 |
0.4% |
113.10 |
Low |
112.05 |
112.65 |
0.60 |
0.5% |
112.02 |
Close |
112.45 |
112.99 |
0.54 |
0.5% |
112.16 |
Range |
0.53 |
0.43 |
-0.10 |
-18.9% |
1.08 |
ATR |
0.38 |
0.40 |
0.02 |
4.6% |
0.00 |
Volume |
1,641 |
994 |
-647 |
-39.4% |
3,642 |
|
Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.20 |
114.02 |
113.23 |
|
R3 |
113.77 |
113.59 |
113.11 |
|
R2 |
113.34 |
113.34 |
113.07 |
|
R1 |
113.16 |
113.16 |
113.03 |
113.25 |
PP |
112.91 |
112.91 |
112.91 |
112.95 |
S1 |
112.73 |
112.73 |
112.95 |
112.82 |
S2 |
112.48 |
112.48 |
112.91 |
|
S3 |
112.05 |
112.30 |
112.87 |
|
S4 |
111.62 |
111.87 |
112.75 |
|
|
Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.67 |
114.99 |
112.75 |
|
R3 |
114.59 |
113.91 |
112.46 |
|
R2 |
113.51 |
113.51 |
112.36 |
|
R1 |
112.83 |
112.83 |
112.26 |
112.63 |
PP |
112.43 |
112.43 |
112.43 |
112.33 |
S1 |
111.75 |
111.75 |
112.06 |
111.55 |
S2 |
111.35 |
111.35 |
111.96 |
|
S3 |
110.27 |
110.67 |
111.86 |
|
S4 |
109.19 |
109.59 |
111.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.08 |
112.00 |
1.08 |
1.0% |
0.38 |
0.3% |
92% |
True |
False |
1,169 |
10 |
113.50 |
112.00 |
1.50 |
1.3% |
0.34 |
0.3% |
66% |
False |
False |
890 |
20 |
113.50 |
112.00 |
1.50 |
1.3% |
0.33 |
0.3% |
66% |
False |
False |
589 |
40 |
115.21 |
112.00 |
3.21 |
2.8% |
0.29 |
0.3% |
31% |
False |
False |
398 |
60 |
115.21 |
111.88 |
3.33 |
2.9% |
0.19 |
0.2% |
33% |
False |
False |
520 |
80 |
115.21 |
109.67 |
5.54 |
4.9% |
0.15 |
0.1% |
60% |
False |
False |
519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.91 |
2.618 |
114.21 |
1.618 |
113.78 |
1.000 |
113.51 |
0.618 |
113.35 |
HIGH |
113.08 |
0.618 |
112.92 |
0.500 |
112.87 |
0.382 |
112.81 |
LOW |
112.65 |
0.618 |
112.38 |
1.000 |
112.22 |
1.618 |
111.95 |
2.618 |
111.52 |
4.250 |
110.82 |
|
|
Fisher Pivots for day following 18-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
112.95 |
112.85 |
PP |
112.91 |
112.71 |
S1 |
112.87 |
112.57 |
|